+800.9%
CME vs HCA
+1,648.5%
-847.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.8% | -0.1% |
| 7D | -1.6% | -3.1% | +1.5% | -0.9% |
| 30D | +6.2% | -1.1% | +7.4% | +6.5% |
| 3M | +10.4% | +12.2% | -1.7% | +7.5% |
| 6M | -9.5% | -25.3% | +15.8% | -4.3% |
| YTD | +6.0% | -12.9% | +19.0% | +8.2% |
| 1Y | +9.3% | -0.9% | +10.2% | +8.2% |
| 3Y | +57.7% | +47.6% | +10.0% | +40.6% |
| 5Y | +77.7% | +67.0% | +10.7% | +50.6% |
| 10Y | +281.2% | +471.4% | -190.2% | +136.1% |
| All | +800.9% | +1,648.5% | -847.6% | +302.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HCA.
Daily Out/Under-Performance
Portfolio return minus HCA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HCA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded HCA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling